Francesca Biagini

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 6

Top Topics

Interestingness Measures

Financial Markets

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Publications

Francesca Biagini, Lukas Gonon, Niklas Walter
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. CoRR (2023)
Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis, Katharina Oberpriller
Liquidity Based Modeling of Asset Price Bubbles via Random Matching. SIAM J. Financial Math. 14 (4) (2023)
Francesca Biagini, Alessandro Gnoatto, Immacolata Oliva
A Unified Approach to xVA with CSA Discounting and Initial Margin. SIAM J. Financial Math. 12 (3) (2021)
Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis
Financial Asset Bubbles in Banking Networks. SIAM J. Financial Math. 10 (2) (2019)
Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis
Liquidity Induced Asset Bubbles via Flows of ELMMs. SIAM J. Financial Math. 9 (2) (2018)
Francesca Biagini, Sorin Nedelcu
The Formation of Financial Bubbles in Defaultable Markets. SIAM J. Financial Math. 6 (1) (2015)
Francesca Biagini, Hans Föllmer, Sorin Nedelcu
Shifting martingale measures and the birth of a bubble as a submartingale. Finance Stochastics 18 (2) (2014)
Francesca Biagini, Irene Schreiber
Risk-Minimization for Life Insurance Liabilities. SIAM J. Financial Math. 4 (1) (2013)